Geomega Resources Inc (GMA.V)
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0.00 (0.00%)
CAD |
TSXV |
May 06, 12:46
Geomega Resources Max Drawdown (5Y): 81.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.58% |
| March 31, 2024 | 78.95% |
| February 29, 2024 | 78.95% |
| January 31, 2024 | 78.95% |
| December 31, 2023 | 85.71% |
| November 30, 2023 | 88.89% |
| October 31, 2023 | 90.74% |
| September 30, 2023 | 91.36% |
| August 31, 2023 | 91.36% |
| July 31, 2023 | 91.36% |
| June 30, 2023 | 91.36% |
| May 31, 2023 | 91.36% |
| April 30, 2023 | 91.36% |
| March 31, 2023 | 91.36% |
| February 28, 2023 | 91.36% |
| January 31, 2023 | 92.35% |
| December 31, 2022 | 92.35% |
| November 30, 2022 | 92.35% |
| October 31, 2022 | 92.94% |
| September 30, 2022 | 92.94% |
| August 31, 2022 | 92.94% |
| July 31, 2022 | 92.94% |
| June 30, 2022 | 93.53% |
| May 31, 2022 | 93.53% |
| April 30, 2022 | 93.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.53% |
| February 28, 2022 | 93.53% |
| January 31, 2022 | 93.53% |
| December 31, 2021 | 93.53% |
| November 30, 2021 | 93.53% |
| October 31, 2021 | 93.53% |
| September 30, 2021 | 93.53% |
| August 31, 2021 | 93.64% |
| July 31, 2021 | 94.23% |
| June 30, 2021 | 94.23% |
| May 31, 2021 | 94.23% |
| April 30, 2021 | 95.53% |
| March 31, 2021 | 95.53% |
| February 28, 2021 | 95.53% |
| January 31, 2021 | 95.53% |
| December 31, 2020 | 96.67% |
| November 30, 2020 | 98.61% |
| October 31, 2020 | 98.82% |
| September 30, 2020 | 98.82% |
| August 31, 2020 | 98.82% |
| July 31, 2020 | 98.82% |
| June 30, 2020 | 98.82% |
| May 31, 2020 | 98.82% |
| April 30, 2020 | 98.82% |
| March 31, 2020 | 98.82% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
78.95%
Minimum
Jan 2024
98.82%
Maximum
May 2019
93.86%
Average
93.53%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.62 |
| Beta (5Y) | 1.911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.51% |
| Historical Sharpe Ratio (5Y) | -0.1114 |
| Historical Sortino (5Y) | -0.2633 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.47% |